Stage 2 is a vertically scrolling stage. You could easily let gravity pull you quickly down to the bottom, but if you did, you'd be missing quite a bit of treasure, and the first secret treasure room in the game. This stage contains the easiest Sphinx to find in the whole pyramid, so take advantage of it.
The orange chests in the stage require that you use at least one Mighty Coin, and make sure that you don't collect more than nine Mighty Coins at a time.
The yellow arrows show you in what order and direction you must pick up the bombs in order to collect the 10,000 point bonus for collecting all of the bombs in the proper order.
Don't miss the chance to find the Sphinx and enter your first treasure room. The Sphinx is located in the treasure chest that is right outside the door to the treasure room. It doesn't get any easier than this.
Once you're in the room, you can jump on the four treasure chests to claim their contents, and leave whenever you please. Be ready to jump up and catch the 10,000 point balloon that is going to escape from the second chest. If you can afford it, power up to level two so that you can run straight through the chest and then turn around and leave.
This is the only segment of this stage. Remember that if you feel overwhelmed by the enemy presence, you can simply scroll them off the screen, and they will disappear until new mummies respawn to replace them. When you reach the bottom, you'll enter the stage bomb room.